Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit using distributed algorithms. The dataset can be partitioned either horizontally (in the sample space) or vertically (in the feature space). While the majority of the literature focuses on sample space partitioning, feature space partitioning is more effective when $p\gg n$. Existing methods for partitioning features, however, are either vulnerable to high correlations or inefficient in reducing the model dimension. In this paper, we solve these problems through a new embarrassingly parallel framework named DECO for distributed variable selection and parameter estimation. In DECO, variables are first partitioned and allocated to $m$ distributed workers. The decorrelated subset data within each worker are then fitted via any algorithm designed for high-dimensional problems. We show that by incorporating the decorrelation step, DECO can achieve consistent variable selection and parameter estimation on each subset with (almost) no assumptions. In addition, the convergence rate is nearly minimax optimal for both sparse and weakly sparse models and does NOT depend on the partition number $m$. Extensive numerical experiments are provided to illustrate the performance of the new framework.

Given a geodesic space (E, d), we show that full ordinal knowledge on the metric d-i.e. knowledge of the function D d : (w, x, y, z) $\rightarrow$ 1 d(w,x)$\le$d(y,z) , determines uniquely-up to a constant factor-the metric d. For a subspace En of n points of E, converging in Hausdorff distance to E, we construct a metric dn on En, based only on the knowledge of D d on En and establish a sharp upper bound of the Gromov-Hausdorff distance between (En, dn) and (E, d).

We develop parallel and distributed Frank-Wolfe algorithms; the former on shared memory machines with mini-batching, and the latter in a delayed update framework. Whenever possible, we perform computations asynchronously, which helps attain speedups on multicore machines as well as in distributed environments. Moreover, instead of worst-case bounded delays, our methods only depend (mildly) on \emph{expected} delays, allowing them to be robust to stragglers and faulty worker threads. Our algorithms assume block-separable constraints, and subsume the recent Block-Coordinate Frank-Wolfe (BCFW) method~\citep{lacoste2013block}. Our analysis reveals problem-dependent quantities that govern the speedups of our methods over BCFW. We present experiments on structural SVM and Group Fused Lasso, obtaining significant speedups over competing state-of-the-art (and synchronous) methods.

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected samples, and then feature vectors are separated by maximum margin hyperplane. The present paper presents the general vector machine (GVM) to replace the SVM. The support vectors are replaced by general project vectors selected from the usual vector space, and a Monte Carlo (MC) algorithm is developed to find the general vectors. The general project vectors improves the feature-extraction ability, and the MC algorithm can control the width of the separation margin of the hyperplane. By controlling the separation margin, we show that the maximum margin hyperplane can usually induce the overlearning, and the best learning machine is achieved with a proper separation margin. Applications in function approach, pattern recognition, and classification indicate that the developed method is very successful, particularly for small-set training problems. Additionally, our algorithm may induce some particular applications, such as for the transductive inference.

We study the problem of supervised learning for both binary and multiclass classification from a unified geometric perspective. In particular, we propose a geometric regularization technique to find the submanifold corresponding to a robust estimator of the class probability $P(y|\pmb{x})$. The regularization term measures the volume of this submanifold, based on the intuition that overfitting produces rapid local oscillations and hence large volume of the estimator. This technique can be applied to regularize any classification function that satisfies two requirements: firstly, an estimator of the class probability can be obtained; secondly, first and second derivatives of the class probability estimator can be calculated. In experiments, we apply our regularization technique to standard loss functions for classification, our RBF-based implementation compares favorably to widely used regularization methods for both binary and multiclass classification.

The public package registry npm is one of the biggest software registry. With its 216 911 software packages, it forms a big network of software dependencies. In this paper we evaluate various methods for finding similar packages in the npm network, using only the structure of the graph. Namely, we want to find a way of categorizing similar packages, which would be useful for recommendation systems. This size enables us to compute meaningful results, as it softened the particularities of the graph. Npm is also quite famous as it is the default package repository of Node.js. We believe that it will make our results interesting for more people than a less used package repository. This makes it a good subject of analysis of software networks.

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of time-series data by treating unknown time-series data nonparametrically using GP with a composite covariance kernel function. Unfortunately, learning a composite covariance kernel with a single time-series data set often results in less informative kernel that may not give qualitative, distinctive descriptions of data. We address this challenge by proposing two relational kernel learning methods which can model multiple time-series data sets by finding common, shared causes of changes. We show that the relational kernel learning methods find more accurate models for regression problems on several real-world data sets; US stock data, US house price index data and currency exchange rate data.

Due to the economic and social impacts of tourism, both private and public sectors are interested in precisely forecasting the tourism demand volume in a timely manner. With recent advances in social networks, more people use online resources to plan their future trips. In this paper we explore the application of Wikipedia usage trends (WUTs) in tourism analysis. We propose a framework that deploys WUTs for forecasting the tourism demand of Hawaii. We also propose a data-driven approach, using WUTs, to estimate the behavior of tourists when they plan their trips.

Foodborne illness afflicts 48 million people annually in the U.S.alone. Over 128,000 are hospitalized and 3,000 die from the infection.While preventable with proper food safety practices, the traditional restaurant inspection process has limited impact given the predictability and low frequency of inspections, and the dynamic nature of the kitchen environment. Despite this reality, the inspection process has remained largely unchanged for decades. We apply machine learning to Twitter data and develop a system that automatically detects venues likely to pose a public health hazard.Health professionals subsequently inspect individual flagged venues in a double blind experiment spanning the entire Las Vegas metropolitan area over three months. By contrast, previous research in this domain has been limited to indirect correlative validation using only aggregate statistics. We show that adaptive inspection process is 63% more effective at identifying problematic venues than the current state of the art. The live deployment shows that if every inspection in Las Vegas became adaptive, we can prevent over 9,000 cases of foodborne illness and 557 hospitalizations annually. Additionally,adaptive inspections result in unexpected benefits, including the identification of venues lacking permits, contagious kitchen staff,and fewer customer complaints filed with the Las Vegas health department.

Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the classic model selection procedure based on grid-search and cross-validation was refined, e.g. by data subsampling and direct search heuristics. Here we focus on a different aspect, the stopping criterion for SVM training. We show that by limiting the training time given to the SVM solver during parameter tuning we can reduce model selection times by an order of magnitude.